How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5321	2.90***
α ARCH Response to squared shocks	0.1484	6.11***
β GARCH Volatility persistence	0.6957	9.36***

γ₁	-3.8830	-6.48***
γ₂	6.7350	8.04***
γ₃	-3.3203	-9.02***
γ₄	0.1303	0.61
γ₅	0.4581	1.78*

V-Lab

Vulcan Energy Resources Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Vulcan Energy Resources Ltd Analyses